One way I have found to get an accurate perspective grid is to use a handy little utility called carapace it's a simple little program you can place up to nine vanishing points where ever you like (they can even be outside grid page. and the grid is automatically created. you can then copy and paste your grid into Xara as a bitmap and trace it with the straight line tool to vectorize it. Once vectorized it's really handy to select all and move it to a guides layer.

I'm wondering though if any one has any ways to create an accurate perspective grid using other methods. Perhaps a totally within Xara method? All are welcome to post their ideas, tips and tricks on perspectives here!